An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization | Zendy

Zhong Jin | Zendy

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An Improved Nonmonotone Filter Trust Region Method for Equality Constrained Optimization

Author(s) -

Zhong Jin

Publication year - 2013

Publication title -

abstract and applied analysis

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.228

H-Index - 56

eISSN - 1687-0409

pISSN - 1085-3375

DOI - 10.1155/2013/163487

Subject(s) - trust region , mathematics , sequential quadratic programming , convergence (economics) , filter (signal processing) , mathematical optimization , quadratic programming , computer science , computer security , economics , radius , computer vision , economic growth

Motivated by the method of Su and Pu (2009), we present an improved nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. In our algorithm a modified nonmonotone filter technique is proposed and the restoration phase is not needed. At every iteration, in common with the composite-step SQP methods, the step is viewed as the sum of two distinct components, a quasinormal step and a tangential step. A more relaxed accepted condition for trial step is given and a crucialcriterion is weakened. Under some suitable conditions, the global convergence is established. In the end, numerical results show our method is effective

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